A rate of convergence result for the largest eigenvalue of complex white wishart matrices

Annals of Probability

Volumn 34, Issue 6, 2006, Pages 2077-2117

  El Karoui, Noureddine ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Fredholm determinant; Liouville Green approximation; Random matrix theory; Trace class operators; Tracy Widom distribution; Wishart matrices

Indexed keywords

EID: 33947507043     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117906000000502     Document Type: Article

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